+275.4%
ORCL vs XYL
+100.1%
+175.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | +10.4% | -6.0% | +16.4% | +13.0% |
| 30D | -11.2% | -8.3% | -2.9% | -9.7% |
| 3M | -16.8% | -22.6% | +5.8% | -8.8% |
| 6M | -31.5% | -15.0% | -16.4% | -28.6% |
| YTD | -33.9% | -30.2% | -3.7% | -25.3% |
| 1Y | -43.3% | -36.4% | -6.9% | -33.1% |
| 3Y | +16.5% | -0.9% | +17.3% | +11.3% |
| 5Y | +45.4% | -23.4% | +68.8% | +51.6% |
| All | +275.4% | +100.1% | +175.4% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling